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A good thesis has two parts. It should tell what you plan to argue, and it should "telegraph" how you plan to argue—that is, what particular support for your claim is going where in your essay. First, analyze your primary sources. Look for tension, interest, ambiguity, controversy, and/or complication.
A thesis statement is usually at the end of an introductory paragraph. The sentences that precede the sentence will introduce it, and the sentences that follow will support and explain it. Just as a topic sentence introduces and organizes a paragraph, a thesis statement helps readers recognize what is to follow.